STRATEGY VWAP MOMENTUM

20251111 (Tuesday, DoW=2)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 4

Periodo: 2025-11-11 01:03:00 - 2025-11-11 22:59:00

Exposure Days: 1

Trades per Day: 4.00

Avg Duration: 266.50 min

Median Duration: 205.50 min

PERFORMANCE

Total Profit: $1,425.00

Avg Profit: $356.25

Median Profit: $212.50

Std Profit: $1,694.92

Profit Factor: 1.79

WIN/LOSS

Win Rate: 33.3%

Winners / Losers: 1 / 2 (Ratio: 1:2)

Gross Profit: $3,230.00

Gross Loss: $-1,805.00

Avg Winner: $1,615.00

Avg Loser: $-902.50

Avg Winner / Avg Loser: (Ratio: 1:1.79)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,500.00

Sharpe Ratio: 0.21

Sortino Ratio: 0.42

Ulcer Index: 38.41

EXIT REASONS

TARGET exits: 1 (25.0%)

STOP exits: 1 (25.0%)

EOD exits: 1 (25.0%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $425.00

Avg P&L: $212.50

SHORT ENTRIES (SELL)

Total SHORT: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,000.00

Avg P&L: $500.00

CUMULATIVE P&L